Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3165862.88420.002498
2-0.213313-1.94340.02768
3-0.391644-3.5683e-04
4-0.277885-2.53170.006619
5-0.003406-0.0310.487661
60.1878421.71130.045378
70.0269130.24520.403458
8-0.218091-1.98690.025116
9-0.338854-3.08710.001374
10-0.217375-1.98040.025487
110.24732.2530.013448
120.819297.46410
130.2613242.38080.009783
14-0.197855-1.80250.037545
15-0.325028-2.96110.001998
16-0.231277-2.1070.019066
170.0136020.12390.450839
180.1372431.25030.107344
190.0215070.19590.42257
20-0.19163-1.74580.04227
21-0.297376-2.70920.004095
22-0.192385-1.75270.041672
230.204441.86250.033033
240.66236.03380
250.2203432.00740.02398
26-0.155295-1.41480.080434
27-0.284754-2.59420.005603
28-0.194508-1.7720.040028
290.0125790.11460.454521
300.1145761.04380.149796
310.0339010.30890.379102
32-0.140426-1.27930.102171
33-0.22948-2.09070.019809
34-0.143534-1.30770.0973
350.1629051.48410.07078
360.5341934.86673e-06
370.1946111.7730.039949
38-0.111603-1.01680.156113
39-0.217484-1.98140.02543
40-0.14796-1.3480.090666
410.0096850.08820.464951
420.0969650.88340.189789
430.0111240.10130.45976
44-0.120715-1.09980.137307
45-0.178751-1.62850.053605
46-0.097823-0.89120.187698
470.1205431.09820.137646
480.4158643.78870.000143


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3165862.88420.002498
2-0.348465-3.17470.001053
3-0.240679-2.19270.015564
4-0.160805-1.4650.073349
5-0.026478-0.24120.404987
60.0116190.10590.457977
7-0.209826-1.91160.029689
8-0.25596-2.33190.011065
9-0.340165-3.09910.001325
10-0.372339-3.39220.000532
11-0.049073-0.44710.327992
120.6494735.9170
13-0.351782-3.20490.000959
140.0218470.1990.421362
150.1945241.77220.040015
160.0195070.17770.429688
17-0.010574-0.09630.461746
18-0.175296-1.5970.05703
190.0711860.64850.259214
20-0.076482-0.69680.243944
21-0.108304-0.98670.163331
220.0042170.03840.484722
23-0.098531-0.89770.185982
24-0.106524-0.97050.167314
25-0.017785-0.1620.435837
260.0298420.27190.393197
27-0.211571-1.92750.028668
28-0.052779-0.48080.315947
29-0.075233-0.68540.247498
30-0.01036-0.09440.462517
31-0.112422-1.02420.154355
32-0.062771-0.57190.284479
330.0837260.76280.223878
34-0.055419-0.50490.307486
35-0.079486-0.72420.235504
360.0432370.39390.347329
370.0399790.36420.358307
38-0.051625-0.47030.319679
390.0978030.8910.187745
400.0448550.40860.341925
41-0.012615-0.11490.454389
420.0808330.73640.231774
43-0.078188-0.71230.239129
440.0968620.88250.19004
45-0.047858-0.4360.33198
460.035860.32670.372359
47-0.019852-0.18090.428458
48-0.075539-0.68820.246625